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Meaning of covariance

co•var•i•ance

Pronunciation: (kō-vâr'ē-uns), [key]
— n. Statistics.
  1. the expectation or mean value of the variable formed by multiplying the differences obtained by subtracting two given variates from their respective means; the product of the standard deviations of two given variates and the coefficient of correlation between them.
Random House Unabridged Dictionary, Copyright © 1997, by Random House, Inc., on Infoplease.
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